PREVIEW / futures_30min / 2009-08-31

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-31.parquet
  size:    60 KB
  rows:    2,157

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-08-31 00:00:00	ES	Futures	986.37	986.61	985.64	986.13	2098.0
2009-08-31 00:30:00	ES	Futures	986.13	986.85	985.89	986.61	1608.0
2009-08-31 01:00:00	ES	Futures	986.61	986.85	985.4	985.64	1322.0
2009-08-31 01:30:00	ES	Futures	985.4	985.89	985.16	985.4	1247.0
2009-08-31 02:00:00	ES	Futures	985.4	985.4	984.2	984.44	6447.0
2009-08-31 02:30:00	ES	Futures	984.44	985.16	984.2	984.68	2822.0
2009-08-31 03:00:00	ES	Futures	984.68	986.13	983.47	985.64	8795.0
2009-08-31 03:30:00	ES	Futures	985.89	985.89	984.44	984.68	6137.0
2009-08-31 04:00:00	ES	Futures	984.68	984.68	983.23	983.72	7517.0
2009-08-31 04:30:00	ES	Futures	983.72	986.13	983.47	985.4	4782.0
2009-08-31 05:00:00	ES	Futures	985.4	987.09	984.92	985.64	6298.0
2009-08-31 05:30:00	ES	Futures	985.64	985.64	984.68	985.16	3217.0
2009-08-31 06:00:00	ES	Futures	984.92	985.4	984.2	984.44	2564.0
2009-08-31 06:30:00	ES	Futures	984.68	986.37	984.68	984.92	3684.0
2009-08-31 07:00:00	ES	Futures	984.68	985.89	984.2	985.89	3193.0
2009-08-31 07:30:00	ES	Futures	985.64	986.37	984.44	984.68	5059.0
2009-08-31 08:00:00	ES	Futures	984.68	984.92	983.47	984.2	11440.0
2009-08-31 08:30:00	ES	Futures	984.2	985.4	983.72	984.92	6359.0
2009-08-31 09:00:00	ES	Futures	984.92	985.16	982.99	983.23	21595.0
2009-08-31 09:30:00	ES	Futures	982.99	984.92	977.45	980.34	302679.0
2009-08-31 10:00:00	ES	Futures	980.34	981.79	978.41	980.58	144350.0
2009-08-31 10:30:00	ES	Futures	980.58	983.47	978.65	982.27	129766.0
2009-08-31 11:00:00	ES	Futures	982.27	982.51	979.62	979.86	76226.0
2009-08-31 11:30:00	ES	Futures	979.86	982.03	979.62	981.06	58720.0
2009-08-31 12:00:00	ES	Futures	980.82	982.03	979.62	980.34	62588.0
2009-08-31 12:30:00	ES	Futures	980.34	981.06	978.65	979.62	52942.0
2009-08-31 13:00:00	ES	Futures	979.62	980.34	978.65	979.86	41955.0
2009-08-31 13:30:00	ES	Futures	979.62	980.82	979.37	980.58	35948.0
2009-08-31 14:00:00	ES	Futures	980.58	981.06	979.37	980.58	33173.0
2009-08-31 14:30:00	ES	Futures	980.34	983.72	980.34	982.03	78276.0
2009-08-31 15:00:00	ES	Futures	982.03	982.27	978.89	980.82	109072.0
2009-08-31 15:30:00	ES	Futures	980.82	985.16	980.82	984.68	231251.0
2009-08-31 16:00:00	ES	Futures	984.44	985.4	982.27	984.68	128961.0
2009-08-31 16:30:00	ES	Futures	984.92	985.4	984.2	984.2	4036.0
2009-08-31 17:00:00	ES	Futures	984.2	984.68	984.2	984.44	1133.0
2009-08-31 18:00:00	ES	Futures	984.44	985.4	984.2	984.68	1780.0
2009-08-31 18:30:00	ES	Futures	984.92	984.92	984.44	984.92	368.0
2009-08-31 19:00:00	ES	Futures	984.92	985.16	984.2	984.92	905.0
2009-08-31 19:30:00	ES	Futures	984.92	985.16	983.96	984.2	1249.0
2009-08-31 20:00:00	ES	Futures	984.2	984.68	983.47	983.72	3192.0
2009-08-31 20:30:00	ES	Futures	983.47	983.72	983.23	983.47	1181.0
2009-08-31 21:00:00	ES	Futures	983.47	984.92	983.47	983.96	4980.0
2009-08-31 21:30:00	ES	Futures	983.96	985.89	983.72	985.4	4636.0
2009-08-31 22:00:00	ES	Futures	985.4	985.89	984.2	984.68	3118.0
2009-08-31 22:30:00	ES	Futures	984.68	984.92	984.2	984.44	1528.0
2009-08-31 23:00:00	ES	Futures	984.2	984.92	983.96	984.68	616.0
2009-08-31 23:30:00	ES	Futures	984.92	986.85	984.68	986.61	4472.0
2009-08-31 00:00:00	NQ	Futures	1858.39	1858.67	1856.39	1857.53	547.0
2009-08-31 00:30:00	NQ	Futures	1857.53	1859.24	1857.25	1858.39	290.0
2009-08-31 01:00:00	NQ	Futures	1858.1	1859.24	1856.39	1856.96	197.0

> showing 50 of 2,157 rows — these rows as CSV

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